V-Lab
S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:8.09% (-21.40%)
Analysis last updated: Sunday, December 22, 2024 at 01:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9605 | 31.47 | |
| 0.2194 | 28.89 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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